+228.9%
ARM vs CMCSA
-32.1%
+260.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +7.0% | +4.6% |
| 7D | -15.2% | +5.0% | -20.3% | -15.0% |
| 30D | -40.7% | +16.5% | -57.2% | -40.5% |
| 3M | -39.1% | -1.6% | -37.5% | -38.8% |
| 6M | -26.4% | -5.0% | -21.4% | -25.3% |
| YTD | +59.7% | -8.3% | +68.0% | +58.9% |
| 1Y | +10.3% | +0.4% | +9.9% | +7.0% |
| 3Y | +228.9% | -31.0% | +259.8% | +225.9% |
| All | +228.9% | -32.1% | +260.9% | +225.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CMCSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling